Multiple-try Metropolis Hastings for modeling extreme PM10 data
Author(s) -
Nor Azrita Mohd Amin,
Mohd Bakri Adam,
Noor Akma Ibrahim
Publication year - 2014
Publication title -
aip conference proceedings
Language(s) - Uncategorized
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4887718
Subject(s) - gumbel distribution , metropolis–hastings algorithm , extreme value theory , markov chain monte carlo , frequentist inference , bayesian probability , markov chain , computer science , generalized extreme value distribution , monte carlo method , rare events , statistics , bayesian inference , mathematics , econometrics
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